Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512): Difference between revisions

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+https://doi.org/10.1002/int.20460
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+W2165222257
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+The Pricing of Options and Corporate Liabilities
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+Q4905685
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+Pricing American Options: A Duality Approach
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+Augmented Lagrangian method applied to American option pricing
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+A moving boundary approach to American option pricing
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+Fuzzy sets
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+Soft computing in financial engineering
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+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
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+European option pricing under fuzzy environments
@@ Property / cites work: European option pricing under fuzzy environments / rank @@
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+Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
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+The valuation of European options in uncertain environment
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+Option valuation model with adaptive fuzzy numbers
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+American option pricing with imprecise risk-neutral probabilities
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+Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
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+On possibilistic mean value and variance of fuzzy numbers
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